Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50798.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 0.054 %¶

This Week¶

Return: 0.054 %¶

Total portfolio value¶

Return including deposits: 66.237 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.530000 3434.600000 23.400000 0.690000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Hexatronic Group 15 3.110000 1083.600000 15.900000 1.490000 1067.700000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Orrön Energy 170 -2.500000 2054.450000 13.600000 0.670000 2040.850000
Sagax B 4 -0.930000 894.000000 10.800000 1.220000 883.200000
Atrium Ljungberg B 5 0.330000 911.500000 10.000000 1.110000 901.500000
Latour B 4 -2.360000 860.000000 6.000000 0.700000 854.000000
Addnode Group B 7 -1.890000 908.600000 5.600000 0.620000 903.000000
ASSA ABLOY B 4 -0.910000 996.400000 5.600000 0.570000 990.800000
JM 7 -0.950000 952.700000 4.900000 0.520000 947.800000
OX2 12 -2.630000 910.800000 4.200000 0.460000 906.600000
Vitec Software Group B 2 -1.950000 1104.000000 3.000000 0.270000 1101.000000
Platzer Fastigheter Holding B 12 -1.120000 951.600000 2.400000 0.250000 949.200000
HEXPOL B 8 -0.830000 956.800000 1.600000 0.170000 955.200000
Sandvik 4 -1.400000 846.400000 0.800000 0.090000 845.600000
Byggmax Group 33 -1.480000 965.580000 0.660000 0.070000 964.920000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
EQT 4 -1.670000 870.800000 0.000000 0.000000 870.800000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Alimak Group 12 -0.120000 1004.400000 0.000000 0.000000 1004.400000
Biotage 1 -6.780000 147.100000 -0.400000 -0.270000 147.500000
SKF B 5 -1.460000 977.000000 -1.000000 -0.100000 978.000000
Hennes & Mauritz B 6 -1.290000 908.400000 -1.560000 -0.170000 909.960000
Catena 2 -0.050000 801.600000 -2.000000 -0.250000 803.600000
BHG Group 109 -5.520000 1417.000000 -2.180000 -0.150000 1419.180000
BioGaia B 8 -1.920000 900.000000 -2.400000 -0.270000 902.400000
Gränges 10 3.820000 1033.000000 -3.000000 -0.290000 1036.000000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.760000 670.800000 -6.200000 -0.920000 677.000001
VEF 788 -0.660000 1891.200000 -6.300000 -0.330000 1897.504000
Investor B 3 -1.080000 647.700000 -10.300000 -1.570000 657.999999
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -4.540000 2579.820000 -403.760000 -13.530000 2983.577733
TOTAL 45220.250000 -357.340000 -4.40807% 45577.591729

Updated:¶

'2023-06-19 11:43:02.125659'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶